proximity sensors like the clifford's digital one are very good. A sensor and the rest of the alarm will be only as good as its install. and if your installer happens to be a total dumbass and turns the sensitivity all the way up, then yes, it will beep at everything. However, what you are talking about is a dual zone proximity sensor. in one stage it warms the person, if the person gets closer, it sets the alarm off. these are the best.
proximity sensors dont work through metals and things of that nature. most of them are mounted under/around the ebrake/gear shift on most cars. the proper way to set it up in my opinion, would be to make it churp if someone is really close to any of your front windows, and to make it go off if they reach into the car. This is done with the dual zone proximity sensors.
Others include tilt, motion, shock, glass, pin switches sensors and others. Ask your installer what will make the alarm sound for the system he will be installing on your car. then see if any scenario is left out. if one is, find a way to secure it.